@VisibleForTesting
QuantileDigest(double maxError, double alpha, Ticker ticker, boolean compressAutomatically) {
checkArgument(maxError >= 0 && maxError <= 1, "maxError must be in range [0, 1]");
checkArgument(alpha >= 0 && alpha < 1, "alpha must be in range [0, 1)");
this.maxError = maxError;
this.alpha = alpha;
this.ticker = ticker;
this.compressAutomatically = compressAutomatically;
landmarkInSeconds = TimeUnit.NANOSECONDS.toSeconds(ticker.read());
}
/*
* Get the exponentially-decayed approximate counts of values in multiple buckets. The elements in
* the provided list denote the upper bound each of the buckets and must be sorted in ascending
* order.
*
* The approximate count in each bucket is guaranteed to be within 2 * totalCount * maxError of
* the real count.
*/
public List<Bucket> getHistogram(List<Long> bucketUpperBounds) {
checkArgument(
Ordering.natural().isOrdered(bucketUpperBounds),
"buckets must be sorted in increasing order");
final ImmutableList.Builder<Bucket> builder = ImmutableList.builder();
final PeekingIterator<Long> iterator = Iterators.peekingIterator(bucketUpperBounds.iterator());
final AtomicDouble sum = new AtomicDouble();
final AtomicDouble lastSum = new AtomicDouble();
// for computing weighed average of values in bucket
final AtomicDouble bucketWeightedSum = new AtomicDouble();
final double normalizationFactor = weight(TimeUnit.NANOSECONDS.toSeconds(ticker.read()));
postOrderTraversal(
root,
new Callback() {
@Override
public boolean process(Node node) {
while (iterator.hasNext() && iterator.peek() <= node.getUpperBound()) {
double bucketCount = sum.get() - lastSum.get();
Bucket bucket =
new Bucket(
bucketCount / normalizationFactor, bucketWeightedSum.get() / bucketCount);
builder.add(bucket);
lastSum.set(sum.get());
bucketWeightedSum.set(0);
iterator.next();
}
bucketWeightedSum.addAndGet(node.getMiddle() * node.weightedCount);
sum.addAndGet(node.weightedCount);
return iterator.hasNext();
}
});
while (iterator.hasNext()) {
double bucketCount = sum.get() - lastSum.get();
Bucket bucket =
new Bucket(bucketCount / normalizationFactor, bucketWeightedSum.get() / bucketCount);
builder.add(bucket);
iterator.next();
}
return builder.build();
}
/** Adds a value to this digest. The value must be {@code >= 0} */
public void add(long value, long count) {
checkArgument(count > 0, "count must be > 0");
long nowInSeconds = TimeUnit.NANOSECONDS.toSeconds(ticker.read());
int maxExpectedNodeCount = 3 * calculateCompressionFactor();
if (nowInSeconds - landmarkInSeconds >= RESCALE_THRESHOLD_SECONDS) {
rescale(nowInSeconds);
compress(); // need to compress to get rid of nodes that may have decayed to ~ 0
} else if (nonZeroNodeCount > MAX_SIZE_FACTOR * maxExpectedNodeCount && compressAutomatically) {
// The size (number of non-zero nodes) of the digest is at most 3 * compression factor
// If we're over MAX_SIZE_FACTOR of the expected size, compress
// Note: we don't compress as soon as we go over expectedNodeCount to avoid unnecessarily
// running a compression for every new added element when we're close to boundary
compress();
}
double weight = weight(TimeUnit.NANOSECONDS.toSeconds(ticker.read())) * count;
max = Math.max(max, value);
min = Math.min(min, value);
insert(longToBits(value), weight);
}
private void rescaleToCommonLandmark(QuantileDigest one, QuantileDigest two) {
long nowInSeconds = TimeUnit.NANOSECONDS.toSeconds(ticker.read());
// 1. rescale this and other to common landmark
long targetLandmark = Math.max(one.landmarkInSeconds, two.landmarkInSeconds);
if (nowInSeconds - targetLandmark >= RESCALE_THRESHOLD_SECONDS) {
targetLandmark = nowInSeconds;
}
if (targetLandmark != one.landmarkInSeconds) {
one.rescale(targetLandmark);
}
if (targetLandmark != two.landmarkInSeconds) {
two.rescale(targetLandmark);
}
}
/**
* Create a QuantileDigest with a maximum error guarantee of "maxError" and exponential decay with
* factor "alpha".
*
* @param maxError the max error tolerance
* @param alpha the exponential decay factor
*/
public QuantileDigest(double maxError, double alpha) {
this(maxError, alpha, Ticker.systemTicker(), true);
}
/** Number (decayed) of elements added to this quantile digest */
public double getCount() {
return weightedCount / weight(TimeUnit.NANOSECONDS.toSeconds(ticker.read()));
}